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Spread Risk Premia in Corporate Credit Default Swap Markets
Credit and Capital Markets – Kredit und Kapital, Vol. 47 (2014), Iss. 4 : pp. 571–610
Designing GDP-Linked Bonds with Default
Applied Economics Quarterly, Vol. 67 (2021), Iss. 4 : pp. 311–335
The Impact of a Sovereign Default within the Euro-Zone on the Exchange Rate
Applied Economics Quarterly, Vol. 58 (2012), Iss. 1 : pp. 1–18
Leadership by Default: The ECB and the Announcement of Outright Monetary Transactions
Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 1 : pp. 73–91
Assessing the Estimation Uncertainty of Default Probabilities
Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 2 : pp. 217–238
Calibration of Internal Rating Systems: The Case of Dependent Default Events
Credit and Capital Markets – Kredit und Kapital, Vol. 40 (2007), Iss. 4 : pp. 527–551
Does Pooling of Financial Statements and Default Data across Specialized Banks Improve Internal Credit Rating Systems?
Credit and Capital Markets – Kredit und Kapital, Vol. 38 (2005), Iss. 3 : pp. 401–433
Valuation at Origination of Legal Prepayment Options Embedded in 15-Year German Mortgage Loans
Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 3 : pp. 465–489
Do Large TARGET2 Balances Bear Risks for the Euro Area?
Credit and Capital Markets – Kredit und Kapital, Vol. 55 (2022), Iss. 1 : pp. 3–34
Corporate Social Irresponsibility and Credit Risk Prediction: A Machine Learning Approach
Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 4 : pp. 513–554
Determinants of Bank Asset Quality and Profitability: An Empirical Assessment
Applied Economics Quarterly, Vol. 63 (2017), Iss. 1 : pp. 97–135
Regulation, Credit Risk Transfer with CDS, and Bank Lending
Credit and Capital Markets – Kredit und Kapital, Vol. 46 (2013), Iss. 4 : pp. 439–465
On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model
Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 2 : pp. 197–232
Widerspruchslösung – ein Weg zu höheren Organspenderaten?
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 87 (2018), Iss. 2 : pp. 153–168
Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison
Credit and Capital Markets – Kredit und Kapital, Vol. 49 (2016), Iss. 2 : pp. 245–298
The ECB’s 2019 Liquidity Stress Test: An Event Study Evaluating the Impact on Owners and Creditors
Credit and Capital Markets – Kredit und Kapital, Vol. 54 (2021), Iss. 2 : pp. 223–263
Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 79 (2010), Iss. 4 : pp. 103–118
Nudging und soziales Engagement: Wie kann Nudging dazu beitragen, die Spendenbereitschaft zu erhöhen?
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 87 (2018), Iss. 2 : pp. 139–152